Laser-induced graphene (LIG) has been extensively investigated for electrochemical energy storage due to its easy synthesis and highly conductive nature. However, the limited charge accumulation in LIG usually leads to significantly low energy densities. In this work, we report a novel strategy to directly transform natural rhodochrosite into ultrafine manganese dioxide (MnO2) nanoparticles (NPs) in the polyimide (PI) substrate for high-performance micro-supercapacitors (MSCs) and lithium-ion batteries (LIBs) through a scalable and cost-effective laser processing method. Specifically, laser treatment on rhodochrosite/polyimide precursors induces the thermal explosion, which splits rhodochrosite (10 μm) into MnO2 NPs (12–16 nm) on the carbon matrix of LIG due to the sputtering effect. Benefiting from largely exposed active sites from the ultrafine MnO2 and the synergetic effect from highly conductive LIG, the MnO2/LIG MSCs show a high specific capacitance of 544.0 F g−1 (154.3 mF cm−2; 14.16 F cm−3) at 3 A/g and 82.1% capacitance retention after 10,000 cycles at 5A/g, in contrast to pure LIG (<100 F g−1). Moreover, the MnO2/LIG-based LIBs show the highest reversible discharge capacity of ∼1097 mAh g−1 at 0.2 A/g and ∼ 866.4 mAh g−1 at 1.0 A/g. This study opens a new route for synthesizing novel LIG-based composites from natural minerals.